Physical exercise-induced skeletal muscle damage may be characterized by increased oxidative stress, inflammation, and apoptosis which may be beneficial when exercise is regular, but it is rather harmful when exercise is exhaustive and performed acutely by unaccustomed individuals. Molecular hydrogen (H₂) has emerged as a potent antioxidant, anti-inflammatory, and anti-apoptotic agent, but its action on the deleterious effects of acute exhaustive exercise in muscle damage remain unknown. Therefore, we tested the hypothesis that H₂ decreases acute exhaustive exercise-induced skeletal muscle damage of sedentary rats. Rats ran to exhaustion on a sealed treadmill inhaling an H₂-containing mixture or the control gas. We measured oxidative stress (SOD, GSH, and TBARS), inflammatory (TNF-α, IL-1β, IL-6, IL-10, and NF-κB phosphorylation), and apoptotic (expression of caspase-3, Bcl-2, and HSP70) markers. Exercise caused no changes in SOD activity but increased TBARS levels. H₂ caused increases in exercise-induced SOD activity and blunted exercise-induced increased TBARS levels. We observed exercise-induced TNF-α and IL-6 surges as well as NF-κB phosphorylation, which were blunted by H₂. Exercise increased cleaved caspase-3 expression, and H₂ reduced this response. In conclusion, H₂ effectively downregulates muscle damage, reducing oxidative stress, inflammation, and apoptosis after acute exhaustive exercise performed by an unaccustomed organism.